The fondness between Alizee and Fiori shows in one of the LE 2001 songs they did together. The beautiful smile that she throws at him at around 1:46 is awesome.
As an FYI, I do not believe they ever had "a thing" going, as far as physical I mean. Even though Alizee's marriage was ending at the time, Patrick was married, and Alizee is not the marriage breaker type. Fiori might have had a crush on her, but a crush can always remain a crush and nothing else. Maybe Alizee had a bit of a crush on Fiori as well?